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NKD data
jayfunandgames
Trying to request NKD data, buy having a problem.
Using the following info Symbol: NKD Type: FUT Exchange: GLOBEX Local Symbol: NKD SEP 13 This is the format that I used when requesting YM futures, so I'm not sure what I'm doing wrong. Is there a good place that will show you the format needed for the different types of requests? Thanks, Jay |
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Re: Tick Encoding/Decoding
Ed
I don't think there is a strict correlation between tick price/size
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and RTV. They seem to be completely different streams to me, with different sampling/aggregation. Remember that IB does not send each tick and you get about 3 updates per second. On 7/16/2013 4:15 AM, unatnahs57 wrote:
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Re: Upcoming stock earnings dates
souqmate
Thanks for the link, rwk and Robert.
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Below are the one-liners to scrape Yahoo calendars on linux; cut 'n paste in your xterm (tcsh). European stocks appear in earnings.csv (since 2011), confCalls.csv (since 2013), in surprises.csv (since 2011), not in splits.csv nor ipo.csv. No Japanese stocks, as ramdukof bemoans; any hint welcome! Files with history (confCalls.csv, earnings.csv, ipo.csv, splits.csv, surprises.csv, marcro.csv) are readily available for 7 days at Good luck souqMate. ----------------------- # Earnings: since 19990401 (old format prior 20001031); header: "# Company,Symbol,Time (NY, or Before/After Mkt)" foreach d (19990401 19990402 ... 20130712) wget -q -O - " | sed -n '/>Conference</,/^colspan/H; ${x;s,\n, ,g; s,<td,\n<td,g; p}' | awk 'NR>1 && !(/colspan/)' | sed 's,<[^>]*>,,g; s, , ,g; s,&,\&,g; s/,//g' | awk '{l=NR%4; if(l==1) printf "'$d',"; if(l>0 && l<3) printf $0","; if(l==3){t=""; if(/Before/) t="Before"; if(/After/) t="After"; if(/ET/){split($1,a,":"); if(/pm/) a[1]+=12; t=a[1]":"a[2]} print t}}' >>! earnings.csv end # Conf Calls: since 20111014; header: "# Date,Time (NY),Symbol(if several: separated by blanks),Event" foreach d (20111014 20111015 ... 20130712) wget -q -O - " | sed -n '/>Access</,/size=1/H; ${x;s,\n, ,g; s,<td,\n<td,g; p}' | awk 'NR>1' | sed 's,<[^>]*>,,g; s, , ,g; s,&,\&,g; s/,//g' | awk '{l=NR%4; if(l==1){split($1,a,":"); if(/pm/) a[1]+=12; t=sprintf("%02d:%02d",a[1],a[2]); printf '$d'","t","} if(l==2) printf $0","; if(l==3) print $0}' >>! confCalls.csv end # Surprises, since 20021209; header: "# Date,Company,Symbol,Surprise (%),Reported EPS,Consensus EPS" foreach d (20021209 20021210 ... 20130712) wget -q -O - " | sed 's,</tr><tr,</tr>\n<tr,g; s,&,\&,g; s/,//g' | awk '/^<tr.*td><td$/,/^nowrap/{gsub(/^align/,"<align",$0); gsub(/td$/,"td>",$0); gsub(/<[^>]*>/,"",$0); print}' | awk '{l=NR%7; if(l==1) printf "'$d',"; if(l>0 && l<5) printf $0","; if(l==5) print $0}' >>! surprises.csv end # splits, since Jan 2000; header: "# Payable,Ex Date,Company,Symbol,Optionable?,Ratio,Announced" foreach y (00 01 02 03 04 05 06 07 08 09 10 11 12 13) foreach m (1 2 3 4 5 6 7 8 9 10 11 12) wget -q -O - " | grep ^noshade | sed 's,</table.*,,g; s,<tr,\n<tr,g; s,<td,\n<td,g; s,<[^>]*>,,g; s/,//g; s,&,\&,g; s, *,,g' | grep -v ^noshade | awk 'BEGIN{m["Jan"]=1;m["Feb"]=2;m["Mar"]=3;m["Apr"]=4;m["May"]=5;m["Jun"]=6;m["Jul"]=7;m["Aug"]=8;m["Sep"]=9;m["Oct"]=10;m["Nov"]=11;m["Dec"]=12} {l=NR%9; if(l==2||l==3||l==8){y=2000+'$y'; if(l==3) M=m[$1]; if(l==8 && m[$1]>M) y--; if(NF>0) $0=sprintf("%s%02d%02d",y,m[$1],$2)} if(l>1 && l<8) printf $0","; if(l==8) print $0}' >>! splits.csv end end # IPO pricings, since Jan 1998; header: "# OfferDate,Company,Symbol,SharesOffered[mln],ProposedPric[$],InitialPrice[$]" foreach y (98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13) foreach m (jan feb mar apr may jun jul aug sep oct nov dec) wget -q -O - " | sed 's,</TR>,</TR>\n,g' | grep '^<tr><td align' | sed 's,<td,\n<td,g; s,>M<,><,g; s,<[^>]*>,,g; s/,//g; s,\$,,g' | awk 'BEGIN{m["Jan"]=1;m["Feb"]=2;m["Mar"]=3;m["Apr"]=4;m["May"]=5;m["Jun"]=6;m["Jul"]=7;m["Aug"]=8;m["Sep"]=9;m["Oct"]=10;m["Nov"]=11;m["Dec"]=12} {l=NR%8; if(l==2){split($1,a,"-"); y=(a[3]>90? 1900:2000)+a[3]; $0=sprintf("%04d%02d%02d",y,m[a[2]],a[1])} if(l>1 && l<7) printf $0","; if(l==7) print $0}' >>! ipo.csv end end # macro-economy, since 20010102; header: "# date,time(NY),indicator,For,Actual,BriefingForecast,Expect,Prior,RevisedFrom" awk 'BEGIN{for(i=2001;i<2013;i++) for(j=1;j<53;j++) printf "%s%02d\n",i,j}' > ! /tmp/i foreach i ( `cat /tmp/i` ) wget -q -O - " | sed -n '/^From/,/^href/{s,<tr,\n<tr,g; s,More in-depth.*$,,; s,<[^<]*>, ,g; s, bcf,bcf,g; p}' | awk 'BEGIN{m["Jan"]=1;m["Feb"]=2;m["Mar"]=3;m["Apr"]=4;m["May"]=5;m["Jun"]=6;m["Jul"]=7;m["Aug"]=8;m["Sep"]=9;m["Oct"]=10;m["Nov"]=11;m["Dec"]=12} !(/^From|^href/){yr=substr('$i',1,4); d=sprintf("%s%02d%02d",yr,m[$1],$2); split($3,a,":"); hr=a[1]; mi=a[2]; if($4=="PM") hr+=12; t=sprintf("%02d%02d",hr,mi); txt=$5; for(n=6;n<NF-5;n++) txt=txt" "$n; OFS=","; print d,t,txt,$(NF-5),$(NF-4),$(NF-3),$(NF-2),$(NF-1),$NF}' >> macro.csv end # caution: prior 20120323, times are wrong: apply UTC2EST twice and subtract 3 hrs to get NY time. Corrected in the uploaded file. Corrections: 20090422 20090121 have Crude Oil at 1030 instead of 1035; and over 20080604-20081231 have it at 1035; over 2005-2010 can find Crude Oil on Wed and subsequent Thu (when holidays; discard Wed entry). Uploaded file is actually in tsv; change to csv: sed 's/,//g; s/\t/,/g' macro.tsv > macro.csv --- In TWSAPI@..., "rwk2095" <r@...> wrote:
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Re: Tick Encoding/Decoding
unatnahs57
Yes its java, your tools sound quite interesting..
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The time lag was simply the local time when I get a IB response, in milliseconds. The lag I meant was the time lag between when i get tickPrice and RTVolume. Seems first I get "id=0 lastTimestamp=1373851042" response, then tickPrice/tickSize response and then I get RTVolume. Also, appears that tickSize response can come even after RTVolume, as if two threads are writing the callback response. --- In TWSAPI@..., "rwk2095" <r@...> wrote:
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Re: Tick Encoding/Decoding
unatnahs57
Richard,
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Thank you for your detailed reply and for sharing your encoder 1. It seems to me that we get the last traded price(on a change as u say) and the all tickSize are useful and represent trade sizes at the last traded price. This checks out with the RTVolume output, as in most cases I find the tickSize add up to the volume reported in the RTVolume tick. I can construct the classes with this information, although was hoping I could get it from someone in the forum. I'll post a java class I've written so far. 2. I've started recording every every tick I get from tickPrice/tickSize methods in the format of the data I posted, one text file per instrument. files sizes for emini ES,YM,NQ are about 100Mb with depth information (also because of the long timestamp i use) rest are smaller daily. Have a 2TB network drive so its not an issue. 3. Problem is I don't use a data base yet and a fast Java disk file read for the futures file is still quite slow for that file size when running a backtest. I think compression would greatly speed things up for me, especially if decoding isn't much of an overhead. I will continue to save text files that are readable in say "R". --- In TWSAPI@..., "Richard L King" <rlking@...> wrote:
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Re: Connect to TWS in main not in Thread (Java)
twsapi
Hi btw12342001,
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thanks so much for the tip! That actually helps me a lot. I still did not completely understood your earlier reply on how to handle returned data. In which method is the returned data handled? I guess if the connection is not limited to just one thread you also run into synchronization issues between the threads. But as far as I understood you can initiate 6 or 8 connections but IB recommends to use as little as possible, is that correct? Regards --- In TWSAPI@..., "btw12342001" <newguy@...> wrote:
Not much of automation when I need to authorize it manually every time :)To fix the authorizing part you just need to set trusted IP addresses in TWS. Add 127.0.0.1 for the local machine. |
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Re: Upcoming stock earnings dates
ramdukof
I found that subscribing to Wall Street Horizon (2.5usd) there are available upcoming earnings dates in TWS. They are also available for the API.
Though testing this shows it seems not really functional. The TWS data lacks dates for many stocks. The API only returns symbols, no detail of type of event or date, and it also returns maximum 50 symbols, where TWS shows 250 (I assume the first upcoming 250). So not very functional, but may still may help some. Like Japanese stocks can be checked, and you may then enter manually in TWS to get accurate date. Haven't found Japanese earnings anywhere else on the web. If someone has, please share.. Have questioned API support about the problems with this feature, so will see if they have some clarifications. |
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Re: Tick Encoding/Decoding
btw12342001
id=0 RTVolume=3066.00;4;1373851042866;1108;3065.15771661;falseThe time in your log is from your computer and the RTV time is a timestamp, I'm guessing from the exchange. You have to have your clock accurate in order to measure the delay till when you get the tick. When you set your clock don't forget the ping time from the NIST server or wherever you get it from. Frankly I don't think you can measure that accurately enough to matter even though XP and later OSes can measure very fine time intervals nowadays (much better than the old 1/18 sec). My guess is RTV arrives at home much later than 40 msec after the actual exchange trade. My ping time just to IB's server is 60msec. iii) Seems we can construct TRADE ticks using tickPrice stream ourselves, although VWAP might get messed up if data breaks in between.No, you need tickSize for when price doesn't change. You can get everything useful from the RTV tick except bid and ask prices, for that you need tick price. |
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Re: Tick Encoding/Decoding
Ed
I would just add that the whole issue of timing under Windows is
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rather a mess. If you want to get resolution higher than the default you'll have to research a bit to find the implications and gotcha's. On 7/15/2013 11:07 AM, Richard L King wrote:
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Re: Tick Encoding/Decoding
rwk, your 'understanding' that Windows cannot accurately measure time
intervals shorter than 65 msec is completely erroneous. If you're programming directly to the Windows API, you can use QueryPerformanceCounter and QueryPerformanceFrequency. In .Net, use the Stopwatch class. With these, you can measure pretty accurately down to the microsecond level. These all depend on the presence of a high-resolution timer in your PC's hardware. This doesn't appear to be much of a limitation - I've never come across a computer that doesn't have one. Also if you want to do timer-based actions, you can do these with very small intervals by using the timeBeginPeriod to set the minimum timer resolution (down to 1 millisec). Use createTimerQueue and CreateTimerQueueTimer to initiate the timers (can't remember offhand what the corresponding .Net timer facility is, and I don't have time to look it up). Richard From: TWSAPI@... [mailto:TWSAPI@...] On Behalf Of rwk2095 Sent: 15 July 2013 15:18 To: TWSAPI@... Subject: [TWS API] Re: Tick Encoding/Decoding Your original post (OP) makes more sense now. I was unfamiliar with TickUtils.jar because it appears to be Java, and I don't speak Java. It sounds like I am doing something similar to TickUtils.jar. I write quotes and trades into a file of fixed-length records, 20 bytes each, which I refer to as a blob (binary large object). I then load the blob into memory for detailed analysis at my leisure using a single read command. As Richard mentioned, a blob is not directly readable, but I have tools that extract pieces and put them out in .csv format for analysis in Excel. I also have a playback tool that can replay a segment of the day at whatever speed I select. If you're using the RTVolume generic, you might also specify the "mdoff" flag to suppress quotes in the regular quote stream so that you're seeing only trades. This saves bandwidth. If you need quotes too, you can get them from reqMktDepthEx(). I don't understand the time lag you mentioned. How are you measuring the lag? It's my understanding that Windows cannot accurately measure time intervals shorter than about 65 msec. I believe the regular data stream from reqMktDataEx() is unsuitable for understanding market microstructure. [rwk] --- unatnahs57 <no_reply@...> wrote: 1. I am making data request as: mClientSocket.reqMktData(id, contract, "",false); which returns the "last price and quantity in separate callbacks".mClientSocket.reqMktData(id, contract, "233", false); investigate further, I wanted to reply at the earliest). still gives me IB response for tickPrice, tickSize methods, so I'm actually using more bandwidth. when trade is executed and when we get RTVolume response. tickString Tick data, then trade size and then volume upto that point. Seems 2nd trade_size is not preceded with TRADE_PRICE if the price is same as last traded price. although VWAP might get messed up if data breaks in between. |
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C# Option Contract Details
rwk2095
You should be able to get all options by calling reqContractDetailsEx(). Just leave strike, right, and possibly expiry blank/zero.
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[rwk] --- "andrewcmeier" <andrewcmeier@...> wrote: Still not sure how to get all options for a stock but will keep trying. |
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Re: Tick Encoding/Decoding
rwk2095
Your original post (OP) makes more sense now. I was unfamiliar with TickUtils.jar because it appears to be Java, and I don't speak Java.
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It sounds like I am doing something similar to TickUtils.jar. I write quotes and trades into a file of fixed-length records, 20 bytes each, which I refer to as a blob (binary large object). I then load the blob into memory for detailed analysis at my leisure using a single read command. As Richard mentioned, a blob is not directly readable, but I have tools that extract pieces and put them out in .csv format for analysis in Excel. I also have a playback tool that can replay a segment of the day at whatever speed I select. If you're using the RTVolume generic, you might also specify the "mdoff" flag to suppress quotes in the regular quote stream so that you're seeing only trades. This saves bandwidth. If you need quotes too, you can get them from reqMktDepthEx(). I don't understand the time lag you mentioned. How are you measuring the lag? It's my understanding that Windows cannot accurately measure time intervals shorter than about 65 msec. I believe the regular data stream from reqMktDataEx() is unsuitable for understanding market microstructure. [rwk] --- unatnahs57 <no_reply@...> wrote: 1. I am making data request as: mClientSocket.reqMktData(id, contract, "", false); |
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C# Option Contract Details
I am not sure if anyone has answered your question to your satisfaction yet but I wanted to give you what I have figured out for options.
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using request market data you would have something like this in c# client.RequestMarketData(i, new Option("BAC", "BAC130720C00012000", "", RightType.Undefined, 0), some collection, false, false); --- In TWSAPI@..., "andrewcmeier" <andrewcmeier@...> wrote:
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Re: problem with contract details
dairen62
Good news... the problem will be fixed on 7/18. We just need to include the full expiration in the format of YYYYMMDD when invoking the reqContractDeta ils( ) method.
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--- In TWSAPI@..., dairen62 <no_reply@...> wrote:
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Re: Tick Encoding/Decoding
I'm the author of the TickUtils.jar you're referring to.
(For others reading this thread, this jar can be found in the Files section of this group. It provides encoding and decoding facilities to store tick data in a much smaller space than either plain text or some kind of fixed binary format. I use it for storing tick data in an SQL database. At the time I originally wrote it, I needed to minimize the space occupied by the data, because disk space was still expensive back then and database backups were interminable over a 10Mb/s network. I also didn't have the performance necessary to write a row for each tick, so I batch up the ticks for each minute into a blob using the encoding routines, and write the blobs at a predictable rate. Nowadays disk space is almost trivially cheap. My database is now around 25GB, and would be about 150GB without this encoding - not a huge file by modern standards. However the performance aspect may still be relevant, given that at some times I can be recording several hundred ticks per second. By the way, the encoding/decoding overhead is completely insignificant.) If you want to use this jar with IB's Java API, you need to understand a few things. 1. IB actually sends trade price and the corresponding trade size in a single message from TWS to the API client, but the API code then splits that into two separate callbacks - a tickPrice and a tickSize. (The same applies to bids and asks.) 2. This combined message is only sent when the price changes - otherwise just the size is sent, and a tickSize callback occurs. 3. After sending the combined price/size message, TWS then sends the exact same size again as a separate message, and the API generates another identical tickSize callback from this (there are historical reasons for this apparently nonsensical 'feature', though I suspect they are no longer valid). 4. If a trade occurs at the same price and size as the previously reported trade, not even the tick size is sent - just a volume update. (Note that the 'previously reported trade' isn't necessarily the same as the most recent actual trade, because the API doesn't necessarily report every trade.) From this information, we can make the following deductions: - when a tickPrice is received, the next tickSize (for the same tick type obviously) will be the size for that price (and will in fact occur immediately after, as it happens during the processing of the same socket message from TWS). - when a tickSize is received that is identical to the previous tickSize, it should be ignored, because it is just the duplicate that TWS sends after sending the combined price/size message - it doesn't represent a separate trade. You should now have enough understanding to be able to generate the formats required by the TickUtils.jar. By the way, please think carefully about whether you actually need to use these encoding/decoding routines. For example, if you just need to store tick data in ordinary files, it's best to simply write it out as text. The problem with the encoded format is that it's not human-readable. I actually do this in addition to my database recording, as a sort of backup - the files are compressed (by the operating system), which reduces their size to about one-sixth of their uncompressed size. Richard From: TWSAPI@... [mailto:TWSAPI@...] On Behalf Of sc1447 Sent: 14 July 2013 20:55 To: TWSAPI@... Subject: [TWS API] Tick Encoding/Decoding Hi All, I'm trying to encode tick data from IB, and wanted to use TickUtils.jar contributed here. But it seems to work with standard tick formats for example a Trade tick would have format (%time %price %trade size). IB data shows up as (%time %tick type %value), so IB would send two tick responses for a trade tick, instead of one. I was wondering if anyone was using the encoding utility for IB and if they would have a converter for IB tick data into the the format the encoder needs and are willing to share it. Thanks S |
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C# Option Contract Details
andrewcmeier
Excellent, it worked, had to change a couple of other fields but it was definitely the contractID, thank you. The final code I used is:
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AAAA = new Contract(0, "AAPL", SecurityType.Option, "20130719", 420.0, RightType.Call, "100", "SMART", "USD", "", "", SecurityIdType.None, ""); Still not sure how to get all options for a stock but will keep trying. --- In TWSAPI@..., "Richard L King" <rlking@...> wrote:
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Re: C# Option Contract Details
contractId is IB's own unique identifier for a contract. If you know this id
for a specific contract, you can use it in a contract details request and not supply any of the other fields. Setting this to 22 as you have done, and then supplying all the other fields for a contract whose id is almost certainly not 22, is probably the source of your error. So try setting contractId to 0. Richard From: TWSAPI@... [mailto:TWSAPI@...] On Behalf Of andrewcmeier Sent: 15 July 2013 04:47 To: TWSAPI@... Subject: [TWS API] Re: C# Option Contract Details I've had a look, it looks great, however, I still can't seem to fix my problem. The way you set up a contract in VB is: contract.conId = Convert.ToInt32(ss(2)) contract.symbol = TextBox1.Text contract.secType = "OPT" contract.expiry = ss(0).Trim.ToString contract.strike = Convert.ToDouble(ss(1)) contract.right = "C" contract.multiplier = "" contract.exchange = "SMART" contract.primaryExchange = "" contract.currency = "USD" contract.localSymbol = "" contract.includeExpired = 0 tickcount += 1 AxTws1.reqMktDataEx(rnumber, contract, "", 1) '0 =streaming 1=snapshot However, in C# I don't seem to have any of the contract.x and can't even seem to use .reqMktDataEx() I've tried another method which uses: AAAA = new Contract(22, "AAPL", SecurityType.Option, "201307", 420.0, RightType.Call, "", "SMART", "USD", "", "", SecurityIdType.None, ""); The constructor for this is: public Contract(int contractId, String symbol, SecurityType securityType, String expiry, double strike, RightType right, String multiplier, string exchange, string currency, string localSymbol, string primaryExchange, SecurityIdType secIdType, string secId) It still says no security definition found. Any idea of what is wrong here? Thanks again. --- In TWSAPI@... <mailto:TWSAPI%40yahoogroups.com> , Nick <nickhere@...> wrote: lines, change Tester to A1 and that is what I have. "andrewcmeier" <andrewcmeier@> wrote: (.Hi there, 0.21.Full.zip) to develop TWS software in C#. what I'm using: option in C#? I also then wan't to be able to leave fields out to do thingsOption A1 = new Option("AA", "AA", "20130719", RightType.Call, 8.0m); such as return all the contracts in a month, does anyone have any examples how to do this? but don't have any documentation, I've only worked out what to do from searching through lots of the code.
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Re: Tick Encoding/Decoding
unatnahs57
1. I am making data request as: mClientSocket.reqMktData(id, contract, "", false);
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which returns the "last price and quantity in separate callbacks". So, using the post #24461 that you suggested I made the request as: mClientSocket.reqMktData(id, contract, "233", false); which returns Last Trade tick as: id=0 RTVolume=3066.00;4;1373851042866;1108;3065.15771661;false I can now construct the LastTick object instance used in TickUtils.jar. (Not yet sure if BidTick, AskTick can be done this way, but I'll investigate further, I wanted to reply at the earliest). ++++++ 2a. I also noticed an interesting thing. Request made with only "233" still gives me IB response for tickPrice, tickSize methods, so I'm actually using more bandwidth. 2b. Also, please take a look at the data below (I tested $NQ_F) 2013.07.14 20:17:14:836,0,6.0 2013.07.14 20:17:15:759,0,7.0 2013.07.14 20:17:20:208,0,6.0 id=0 lastTimestamp=1373851042 <-tickString() response 2013.07.14 20:17:21:989,4,3066.0 <-TRADE_PRICE 2013.07.14 20:17:21:993,5,1.0 <-TRADE_SIZE 2013.07.14 20:17:21:999,8,1105.0 <-VOLUME 2013.07.14 20:17:22:004,1,3065.75 2013.07.14 20:17:22:014,0,4.0 2013.07.14 20:17:22:021,0,4.0 2013.07.14 20:17:22:025,3,6.0 id=0 RTVolume=3066.00;4;1373851042866;1108;3065.15771661;false 2013.07.14 20:17:23:132,5,3.0 <-TRADE_SIZE 2013.07.14 20:17:23:233,8,1108.0 <-VOLUME 2013.07.14 20:17:23:324,0,5.0 2013.07.14 20:17:23:328,3,7.0 2013.07.14 20:17:24:052,0,6.0 i) There is almost a 030ms (average seems to be like 040ms) lag between when trade is executed and when we get RTVolume response. ii) I get a tickString response timestamp, then I get a trade, trade size, tickString Tick data, then trade size and then volume upto that point. Seems 2nd trade_size is not preceded with TRADE_PRICE if the price is same as last traded price. iii) Seems we can construct TRADE ticks using tickPrice stream ourselves, although VWAP might get messed up if data breaks in between. I'll be looking at this for a bit, but thanks a lot for your reply. S. --- In TWSAPI@..., "rwk2095" <r@...> wrote:
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Re: C# Option Contract Details
andrewcmeier
I've given this a quick try, no luck yet, will try again when I get a chance.
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--- In TWSAPI@..., Shane Castle <shane.castle@...> wrote:
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